-99.1%
FCEL vs BG
+166.7%
-265.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.7% |
| 7D | +6.3% | +3.1% | +3.2% | +5.1% |
| 30D | -26.7% | +10.2% | -36.9% | -30.0% |
| 3M | -10.2% | -1.7% | -8.5% | -11.2% |
| 6M | +123.5% | +1.0% | +122.5% | +117.2% |
| YTD | +117.4% | +39.9% | +77.5% | +81.0% |
| 1Y | +146.0% | +53.2% | +92.8% | +92.4% |
| 3Y | -61.9% | +16.3% | -78.2% | -66.6% |
| 5Y | -90.5% | +83.9% | -174.4% | -93.8% |
| All | -99.1% | +166.7% | -265.8% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling